Multivariate Distributions

Individuals vary, but percentages remain constant. So says the statistician. Sherlock Holmes in “The Sign of Four” A random vector is a vector of random variables. A random vector X ∈ Rp has a multivariate cumulative distribution function (cdf) and a multivariate probability density function (pdf). They are defined as:


Random Vector Conditional Distribution Conditional Variance Inverse Transformation Multivariate Distribution 
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© Springer Science+Business Media, LLC 2007

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